NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 78.78 78.51 -0.27 -0.3% 84.23
High 78.89 78.51 -0.38 -0.5% 84.30
Low 77.50 77.06 -0.44 -0.6% 77.60
Close 78.61 77.35 -1.26 -1.6% 77.97
Range 1.39 1.45 0.06 4.3% 6.70
ATR 1.58 1.57 0.00 -0.1% 0.00
Volume 9,801 9,017 -784 -8.0% 32,449
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 81.99 81.12 78.15
R3 80.54 79.67 77.75
R2 79.09 79.09 77.62
R1 78.22 78.22 77.48 77.93
PP 77.64 77.64 77.64 77.50
S1 76.77 76.77 77.22 76.48
S2 76.19 76.19 77.08
S3 74.74 75.32 76.95
S4 73.29 73.87 76.55
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 100.06 95.71 81.66
R3 93.36 89.01 79.81
R2 86.66 86.66 79.20
R1 82.31 82.31 78.58 81.14
PP 79.96 79.96 79.96 79.37
S1 75.61 75.61 77.36 74.44
S2 73.26 73.26 76.74
S3 66.56 68.91 76.13
S4 59.86 62.21 74.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.57 77.06 2.51 3.2% 1.35 1.7% 12% False True 6,409
10 84.46 77.06 7.40 9.6% 1.42 1.8% 4% False True 6,248
20 85.34 77.06 8.28 10.7% 1.40 1.8% 4% False True 5,530
40 85.34 74.37 10.97 14.2% 1.27 1.6% 27% False False 4,026
60 85.34 74.37 10.97 14.2% 1.21 1.6% 27% False False 3,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.67
2.618 82.31
1.618 80.86
1.000 79.96
0.618 79.41
HIGH 78.51
0.618 77.96
0.500 77.79
0.382 77.61
LOW 77.06
0.618 76.16
1.000 75.61
1.618 74.71
2.618 73.26
4.250 70.90
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 77.79 78.32
PP 77.64 77.99
S1 77.50 77.67

These figures are updated between 7pm and 10pm EST after a trading day.

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